Seeking a Risk Reporting Associate to join a top alternative asset manager in New York.
Quant Risk Associate
- Work closely with senior market risk personnel, front office and technology to develop or refine new and existing risk analytics, risk reports, and stress test scenarios
- Design and analyze hedging strategies for credit portfolios
- Create risk reports for use by senior management and the front office
- Daily validation of risk analytics and position data
- Production and maintenance of risk analytics, daily time series data, VaR, regulatory reporting
- MS degree in Quantitative Finance or Financial Engineering
- 1-4 years' experience in risk management, quantitative analysis or financial engineering at a major bank or asset manager
- Strong preference for someone familiar with corporate fixed income securities of various types
- Strong skills in Python, Power BI, SQL, Excel and VBA. SQL and VBA skills
Sthree US is acting as an Employment Agency in relation to this vacancy.